Large deviations of realized volatility

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Publication:665439

DOI10.1016/j.spa.2011.09.002zbMath1237.91238OpenAlexW3121342296MaRDI QIDQ665439

Shin Kanaya, Taisuke Otsu

Publication date: 5 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.09.002




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